Credit Model Development Quantitative Expert – Commercial Credit Portfolio (Hybrid - see potential work locations in job description)

About the role

Lead the research, development, implementation, and monitoring of quantitative models supporting credit risk, interest rate risk, liquidity risk, stress testing, and economic capital. Present findings and model recommendations to stakeholders, lead validation and project work, maintain model documentation, and guide less experienced analysts. Requires a bachelor’s degree and at least six years of quantitative behavioral modeling experience, or an equivalent combination of education and experience, along with six years using statistical software and data management tools. Credit modeling experience, including commercial credit scorecard development, is required; preferred qualifications include advanced quantitative education, strong Python skills, econometric expertise, and model risk management knowledge.